1 Read eBook for: derivatives [PDF]

Derivative Products And Pricing

Derivative Products and Pricing PDF

Get This Book

Author: Satyajit Das
Publisher: John Wiley & Sons
ISBN: 0470821647
Size: 41.69 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 852
View: 6597


NOMINATED AND SHORT LISTED FOR THE SURVEILLANCE STUDIES BOOK PRIZE 2011! This theoretically informed research explores what the development and transformation of air travel has meant for societies and individuals. Brings together a number of interdisciplinary approaches towards the aeroplane and its relation to society Presents an original theory that our societies are aerial societies, or ′aerealities′, and shows how we are both enabled and threatened by aerial mobility Features a series of detailed international case studies which map the history of aviation over the past century – from the promises of early flight, to World War II bombing campaigns, and to the rise of international terrorism today Demonstrates the transformational capacity of air transport to shape societies, bodies and individual identities Offers startling historical evidence and bold new ideas about how the social and material spaces of the aeroplane are considered in the modern era

Managing Derivatives Contracts

Managing Derivatives Contracts PDF

Get This Book

Author: Khader Shaik
Publisher: Apress
ISBN: 9781430262749
Size: 38.90 MB
Format: PDF, Kindle
Category : Business & Economics
Languages : en
Pages : 492
View: 3278


"I am sure practitioners, auditors, and regulators will find the content of Mr Shaik's book of value. The accessible style is also welcome. All in all, a worthwhile addition to the finance literature and one that hopefully helps plug the knowledge gap in this field." — from the foreword by Professor Moorad Choudhry, Brunel University Managing Derivatives Contracts is a comprehensive and practical treatment of the end-to-end management of the derivatives contract operations, systems, and platforms that support the trading and business of derivative products. This book focuses on the processes and systems in the derivatives contract life cycle that underlie and implement the activities of derivatives trading, pricing, and risk management. Khader Shaik, a Wall Street derivatives platform implementation expert, lays out all the fundamentals needed to understand, conduct, and manage derivatives operations. In particular, he provides both introductory and in-depth treatment of the following topics: derivative product classes; the market structure, mechanics, and players of derivatives markets; types of derivative contracts and life cycle management; derivatives technology platforms, software systems, and protocols; derivatives contracts management; and the new regulatory landscape as shaped by reforms such as Dodd-Frank Title VII and EMIR. Managing Derivatives Contracts focuses on the operational processes and market environment of the derivatives life cycle; it does not address the mathematics or finance of derivatives trading, which are abundantly treated in the standard literature. Managing Derivatives Contracts is divided into four parts. The first part provides a structural overview of the derivatives markets and product classes. The second part examines the roles of derivatives market players, the organization of buy-side and sell-side firms, critical data elements, and the Dodd-Frank reforms. Within the framework of total market flow and straight-through processing as constrained by regulatory compliance, the core of the book details the contract life cycle from origination to expiration for each of the major derivatives product classes, including listed futures and options, cleared and bilateral OTC swaps, and credit derivatives. The final part of the book explores the underlying information technology platform, software systems, and protocols that drive the end-to-end business of derivatives. In particular, it supplies actionable guidelines on how to build a platform using vendor products, in-house development, or a hybrid approach. What you’ll learn various execution models in the derivatives market STP contract workflow within the firm and across external entities market structure involving dealers, inter-dealer brokers, buy-side firms, servicing firms, regulatory bodies, and other third-party administrators notable species of exotic derivatives as well as all the major derivatives product classes implementation and integration of vendor and in-house platforms FpML, FIX, and SWIFT protocols and standards operational aspects of post-reform regulatory compliance Who this book is for Managing the Derivatives Life Cycle is suitable for personnel on all teams directly or indirectly engaged in derivatives trading, especially those personnel involved in derivatives operations and the underlying systems, who typically outnumber the traders and quants in a firm by an order of magnitude. Its primary readerships are newcomers to the field, middle-office teams of derivatives operations professionals, and technology personnel (project managers, business analysts,developers, and testers). Its secondary readerships include front-office teams (traders), back-office teams (payment processing), mid-level management, and auditors and compliance teams. Table of Contents Chapter 1: The Derivatives Market Chapter 2: The Derivative Products Chapter 3: Derivatives and Risk Management Chapter 4: The Derivatives Contract Chapter 5: The Market Players Chapter 6: The Buy-Side Organization Chapter 7: The Sell-Side Organization Chapter 8: Market and Reference Data Chapter 9: The Dodd-Frank Act and Other Reforms Chapter 10: The Derivatives Contract Life Cycle Chapter 11: Collateral Management Chapter 12: Futures Life Cycle Chapter 13: Listed Options Life Cycle Chapter 14: OTC Cleared Contract Life Cycle Chapter 15: OTC Bilateral Contract Life Cycle Chapter 16: Credit Contract Life Cycle Chapter 17: Derivatives and Information Technology Chapter 18: IT Platforms and Systems Chapter 19: Platform Architecture and Implementation Guidelines

Financial Derivatives

Financial Derivatives PDF

Get This Book

Author: Rob Quail
Publisher: John Wiley & Sons
ISBN: 0471467669
Size: 10.32 MB
Format: PDF, Kindle
Category : Business & Economics
Languages : en
Pages : 336
View: 4294


Understand derivatives in a nonmathematical way Financial Derivatives, Third Edition gives readers a broad working knowledge of derivatives. For individuals who want to understand derivatives without getting bogged down in the mathematics surrounding their pricing and valuation Financial Derivatives, Third Edition is the perfect read. This comprehensive resource provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting.

Evaluating Derivatives

Evaluating Derivatives PDF

Get This Book

Author: Andreas Griewank
Publisher: SIAM
ISBN: 0898716594
Size: 15.36 MB
Format: PDF, Docs
Category : Mathematics
Languages : en
Pages : 438
View: 5019


This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory, including an elegant NP completeness argument and an introduction to scarcity.

Fx Derivatives Trader School

FX Derivatives Trader School PDF

Get This Book

Author: Giles Jewitt
Publisher: John Wiley & Sons
ISBN: 1118967453
Size: 71.62 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 624
View: 4477


An essential guide to real-world derivatives trading FX Derivatives Trader School is the definitive guide to the technical and practical knowledge required for successful foreign exchange derivatives trading. Accessible in style and comprehensive in coverage, the book guides the reader through both basic and advanced derivative pricing and risk management topics. The basics of financial markets and trading are covered, plus practical derivatives mathematics is introduced with reference to real-world trading and risk management. Derivative contracts are covered in detail from a trader's perspective using risk profiles and pricing under different derivative models. Analysis is approached generically to enable new products to be understood by breaking the risk into fundamental building blocks. To assist with learning, the book also contains Excel practicals which will deepen understanding and help build useful skills. The book covers of a wide variety of topics, including: Derivative exposures within risk management Volatility surface construction Implied volatility and correlation risk Practical tips for students on trading internships and junior traders Market analysis techniques FX derivatives trading requires mathematical aptitude, risk management skill, and the ability to work quickly and accurately under pressure. There is a tremendous gap between option pricing formulas and the knowledge required to be a successful derivatives trader. FX Derivatives Trader School is unique in bridging that gap.

Advanced Derivatives Pricing And Risk Management

Advanced Derivatives Pricing and Risk Management PDF

Get This Book

Author: Claudio Albanese
Publisher: Elsevier
ISBN: 0080488099
Size: 42.22 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 426
View: 5377


Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master. In fact, core portions of the book’s material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Master’s program in mathematical finance. The book is designed for students in finance programs, particularly financial engineering. *Includes easy-to-implement VB/VBA numerical software libraries *Proceeds from simple to complex in approaching pricing and risk management problems *Provides analytical methods to derive cutting-edge pricing formulas for equity derivatives

Options Futures And Other Derivatives

Options  Futures  and Other Derivatives PDF

Get This Book

Author: John Hull
Publisher: Pearson College Division
ISBN: 9780132777421
Size: 55.48 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 841
View: 3214


Bridge the gap between theory and practice. Designed to bridge the gap between theory and practice, this introductory text on the futures and options markets is ideal for those with a limited background in mathematics. The eighth edition has been updated and improved-featuring a new chapter on securitization and the credit crisis, and increased discussion on the way commodity prices are modeled and commodity derivatives valued. 0132777428 / 9780132777421 Options, Futures, and Other Derivatives and DerivaGem CD Package Package consists of: 0132164949 / 9780132164948 Options, Futures, and Other Derivatives 0132165112 / 9780132165112 DerivaGem CD for Options, Futures, and Other Derivatives

Financial Derivatives

FINANCIAL DERIVATIVES PDF

Get This Book

Author: S. S. S. KUMAR
Publisher: PHI Learning Pvt. Ltd.
ISBN: 9788120330740
Size: 18.77 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 428
View: 2040


Designed as a text for postgraduate students of management, commerce, and financial studies, this compact text clearly explains the subject without the mathematical complexities one comes across in many textbooks. The book deals with derivatives and their pricing, keeping the Indian regulatory and trading environment as the backdrop. What’s more, each product is explained in detail with illustrative examples so as to make it easier for comprehension. The book first introduces the readers to the derivatives market and the quantitative foundations. Then it goes on to give a detailed description of the Forward Agreements, Interest Rate Futures, and Stock Index Futures and Swaps. The text also focuses on Options—Option Pricing, Option Hedging and Option Trading Strategies. It concludes with a discussion on OTC derivatives. KEY FEATURES : The application of each derivative product is illustrated with the help of solved examples. Practice problems are given at the end of each chapter. A detailed glossary, important formulae and major website addresses are included in the book. This book would also be of immense benefit to students pursuing courses in CA, ICWA and CFA.

Introduction To Derivatives And Risk Management

Introduction to Derivatives and Risk Management PDF

Get This Book

Author: Don M. Chance
Publisher: Cengage Learning
ISBN: 1305688082
Size: 77.91 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 640
View: 5128


Coupling real business examples with minimal technical mathematics, market-leading INTRODUCTION TO DERIVATIVES AND RISK MANAGEMENT, 10e blends institutional material, theory, and practical applications to give students a solid understanding of how derivatives are used to manage the risks of financial decisions. The book delivers detailed coverage of options, futures, forwards, swaps, and risk management as well as a balanced introduction to pricing, trading, and strategy. New Taking Risk in Life features illustrate the application of risk management in real-world financial decisions. In addition, the financial information throughout the Tenth Edition reflects the most recent changes in the derivatives market--one of the most volatile sectors in the financial world. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.

Property Derivatives

Property Derivatives PDF

Get This Book

Author: Juerg M. Syz
Publisher: John Wiley & Sons
ISBN: 0470694556
Size: 77.16 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 252
View: 1663


Property derivatives have the potential to revolutionize real estate - the last major asset class without a liquid derivatives market. The new instruments offer ease and flexibility in the management of property risk and return. Property funds, insurance companies, pension and life funds, speculators, hedge funds or any asset manager with a view on the real estate market can apply the new derivatives to hedge property risk, to invest synthetically in real estate, or for portfolio optimization. Moreover, developers, builders, home suppliers, occupiers, banks, mortgage lenders and governmental agencies can better cope with their real estate exposure using property derivatives. This book is a practical introduction to property derivatives and their numerous applications. Providing a comprehensive overview of the property derivatives market and indices, there is also in-depth coverage of pricing, hedging and risk management, which will deepen the readers understanding of the market's mechanisms. Covering both the theoretical and practical aspects of the property derivatives markets; this book is the definitive reference guide to a new and fast-growing market.

Mathematical Models Of Financial Derivatives

Mathematical Models of Financial Derivatives PDF

Get This Book

Author: Yue-Kuen Kwok
Publisher: Springer
ISBN:
Size: 56.63 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 386
View: 3691


Financial Mathematics is one of the fastest growing research fields in applied mathematics. Leading edge banking and financial firms around the globe are hiring people who can use advanced analytical and numerical techniques to price financial derivatives and manage portfolio risks. Mathematical Models of Financial Derivatives serves this increasing demand, and is suitable as a textbook for degree programs in mathematical and computational finance. It models derivative products based mainly on the differential equation approach, together with numerical solution techniques when appropriate. Research results and concepts are made accessible to the student through extensive, well thought out exercises at the end of each chapter.

Derivatives And Risk Management

Derivatives and Risk Management PDF

Get This Book

Author: Sundaram Janakiramanan
Publisher: Pearson Education India
ISBN: 9788131755143
Size: 35.39 MB
Format: PDF, ePub, Mobi
Category :
Languages : en
Pages :
View: 3274



Derivatives

Derivatives PDF

Get This Book

Author: Keith Cuthbertson
Publisher: John Wiley & Sons
ISBN: 1119595622
Size: 29.62 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 912
View: 4547


Three experts provide an authoritative guide to the theory and practice of derivatives Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and speculation using derivative securities. The book links the theoretical and practical aspects of derivatives in one volume whilst keeping mathematics and statistics to a minimum. Throughout the book, the authors put the focus on explanations and applications. Designed as an engaging resource, the book contains commentaries that make serious points in a lighthearted manner. The authors examine the real world of derivatives finance and include discussions on a wide range of topics such as the use of derivatives by hedge funds and the application of strip and stack hedges by corporates, while providing an analysis of how risky the stock market can be for long-term investors, and more. To enhance learning, each chapter contains learning objectives, worked examples, details of relevant finance blogs technical appendices and exercises.

Derivatives Markets

Derivatives Markets PDF

Get This Book

Author: Robert Lynch McDonald
Publisher: Addison Wesley Publishing Company
ISBN: 9780321280305
Size: 18.68 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 964
View: 7329


Derivatives Markets presents a comprehensive and in-depth treatment of futures, options, and other derivatives in a mathematically accessible and intuitive manner. It is both a clear introduction for the novice and a life-long reference for the practitioner.

Commodity Derivatives

Commodity Derivatives PDF

Get This Book

Author: Neil C. Schofield
Publisher: John Wiley & Sons
ISBN: 1119349109
Size: 42.16 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 544
View: 6193


Commodity Derivatives In the newly revised Second Edition of Commodity Derivatives: Markets and Applications, expert trading educator and author Neil Schofield delivers a comprehensive overview of a wide variety of commodities and derivatives. Beginning with discussions of commodity markets generally before moving on to derivative valuation and risk management, the author then dives into individual commodity markets, like gold, base metals, crude oil, natural gas, electricity, and more. Schofield relies on his extensive experience at Barclays Investment Bank to offer readers detailed examinations of commodity finance and the use of commodities within a wider investment portfolio. The second edition includes discussions of critical new topics like dual curve swap valuation, option valuation within a negative price environment using the Bachelier model, volatility skews, smiles, smirks, term structures for major commodities, and more. You’ll find case studies on corporate failures linked to improper commodity risk management, as well as explorations of issues like the impact of growing interest in electric vehicles on commodity markets. The text of the original edition has been updated and expanded and new example transactions are included to help the reader understand the concepts discussed within. Each chapter follows a uniform structure, with typical demand and supply patterns following a non-­technical description of the commodity at issue. Discussions of the physical markets in each commodity and the main exchange-traded and over-the-counter products conclude each chapter. Perfect for commodity and derivatives traders, analysts, and risk managers, the Second Edition of Commodity Derivatives: Markets and Applications will also earn a place in the libraries of students and academics studying finance and the graduate intake in financial institutions. A one-stop resource for the main commodity markets and their associated derivatives Finance professionals seeking a single volume that fully describes the major commodity markets and their derivatives will find everything they need in the latest edition of Commodity Derivatives: Markets and Applications. Former Global Head of Financial Markets Training at Barclays Investment Bank Neil Schofield delivers a rigorous and authoritative reference on a crucial, but often overlooked, subject. Completely revised and greatly expanded, the Second Edition of this essential text offers finance professionals and students coverage on every major class of commodities, including gold, steel, ethanol, crude oil, and more. You’ll also find discussions of derivative valuation, risk management, commodity finance, and the use of commodities within an investment portfolio. Non-technical descriptions of major commodity classes ensure the material is accessible to everyone while still in-depth and rigorous enough to deliver key information on an area central to global finance. Ideal for students and academics in finance, Commodity Derivatives is an indispensable guide for commodity and derivatives traders, analysts, and risk managers who seek a one-volume resource on foundational and advanced topics in commodity markets and their associated derivatives.

Back to Top